Probability and Stochastic Processes
An Introduction
[Counting Principle]If the set contains
elements and the set
contains
elements, there are
ways in which we can choose, first, and element of
and then an element of
.
[Generalized Counting Principle] Let be sets with
elements, respectively. Then there are
ways in which we can choose an element from each of the
.
We use the two above theorems for counting the number of ways to choose distinct elements of different sets.
Example:
Home many outcomes are there if we throw five dice?
Solution: Let be the set of all possible outcomes for the
th die, so
. The number of outcomes of throwing five die equals the number of ways we can chose an element from each of the
. So we get number of outcomes is
Example:
When tossing four fair dice, what is the probability that at least one is 3?
Solution: If we let be the event of at least one 3, then
is the event of no 3 in tossing four dice.
is the number of sample points of
, so for each die there are 5 possibilities, so
, the number of sample points
. We have that
and from this we get,
.
Example:
When tossing four fair dice, what is the probability that exactly one is 3?
Solution: We will let be the event that there is exactly one 3. If we let
be the sample space for the
th dice. We need to realize that if one die is 3, none of the others can be, so if the first die is three, then there are
arrangements of the other three dice that do not choose 3 and since there are 4 dice, there are
ways that only one three can occur. Further, there are
, so
Example:[Birthday Problem] What is the probability that in a class of size 30, that at least two students have the same birthday? Assume birthrates are constant throughout the year and that each year has 365 days.\\
Solution: Since there are 365 possible birthdays for each of the 30 students, so the sample space has points. There are
ways that no two of the students birthdays coincide. So we let
is the probability that no two students have the same birthday is
and so the desired probability then is
Theorem:
A set with elements has
subsets.